+309.3%
SPY vs ACM
+131.3%
+178.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | +3.3% | +5.1% | -1.8% | +1.4% |
| 30D | -2.7% | +18.7% | -21.4% | -8.6% |
| 3M | -1.7% | +15.5% | -17.2% | -7.2% |
| 6M | +3.1% | +1.2% | +1.9% | +1.3% |
| YTD | +11.9% | -25.2% | +37.1% | +21.8% |
| 1Y | +12.0% | -46.3% | +58.3% | +38.2% |
| 3Y | +78.2% | -9.6% | +87.7% | +76.1% |
| 5Y | +73.2% | +4.4% | +68.8% | +60.2% |
| All | +309.3% | +131.3% | +178.0% | +174.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ACM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling